Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-02-09 0.329776 0.361781 0.396628 0.437577 0.484627 0.537291 0.601112
2025-02-16 0.286700 0.327161 0.373744 0.431913 0.503423 0.589559 0.702884
2025-02-23 0.250911 0.294579 0.346951 0.415413 0.504120 0.617482 0.777270
2025-03-02 0.222654 0.267279 0.322554 0.397537 0.499021 0.635418 0.839743
2025-03-09 0.207577 0.254481 0.314404 0.398678 0.517806 0.686402 0.955780
2025-03-16 0.198863 0.248730 0.314355 0.409967 0.551133 0.761812 1.122343
2025-03-23 0.189342 0.240882 0.310453 0.414986 0.575416 0.826745 1.285684
2025-03-30 0.179997 0.232391 0.304700 0.416353 0.593809 0.884565 1.449486
2025-04-06 0.170680 0.223162 0.296995 0.413755 0.605196 0.931926 1.604789
2025-04-13 0.158769 0.209438 0.281690 0.397913 0.592812 0.935583 1.673228
2025-04-20 0.152760 0.203799 0.277845 0.399608 0.609901 0.994844 1.874644
2025-04-27 0.146932 0.198024 0.273316 0.399646 0.623876 1.050168 2.083408
2025-05-04 0.140374 0.190981 0.266654 0.396060 0.631835 1.096927 2.292694
2025-05-11 0.135516 0.186201 0.263163 0.397458 0.649128 1.166094 2.587110
2025-05-18 0.128392 0.177574 0.253024 0.386481 0.641426 1.180031 2.732873
2025-05-25 0.121198 0.168498 0.241654 0.372470 0.626271 1.174903 2.820994
2025-06-01 0.117869 0.165273 0.239576 0.374857 0.644208 1.249602 3.196992
2025-06-08 0.116484 0.165000 0.242276 0.386075 0.681648 1.379337 3.837753
2025-06-15 0.114048 0.162906 0.241770 0.391225 0.706842 1.484207 4.459451
2025-06-22 0.111140 0.159900 0.239515 0.392813 0.724364 1.572871 5.082293
2025-06-29 0.107780 0.156000 0.235490 0.390615 0.733002 1.638824 5.655962
2025-07-06 0.102611 0.148916 0.225580 0.376095 0.711381 1.612040 5.739707
2025-07-13 0.100324 0.146527 0.223806 0.377733 0.728318 1.705766 6.570858